+425.2%
MOD vs DOCU
+107.7%
+317.5%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.0% | -5.3% | -7.0% |
| 7D | -34.2% | -3.2% | -30.9% | -33.8% |
| 30D | -51.9% | +15.7% | -67.6% | -53.0% |
| 3M | -53.0% | +37.3% | -90.3% | -55.5% |
| 6M | -66.4% | +63.1% | -129.5% | -69.3% |
| YTD | -31.5% | +15.4% | -46.9% | -34.5% |
| 1Y | -39.6% | +11.3% | -50.9% | -41.8% |
| 3Y | +116.8% | +92.1% | +24.8% | +88.8% |
| 5Y | +713.8% | -70.5% | +784.3% | +728.0% |
| All | +425.2% | +107.7% | +317.5% | +247.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DOCU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling